Algorithm 731: A moving-grid interface for systems of one-dimensional time-dependent partial differential equations

ABSTRACT

In the last decade, several numerical techniques have been developed to solve time-dependent partial differential equations (PDEs) in one dimension having solutions with steep gradients in space and in time. One of these techniques, a moving-grid method based on a Lagrangian description of the PDE and a smoothed-equidistribution principle to define the grid positions at each time level, has been coupled with a spatial discretization method that automatically discreizes the spatial part of the user-defined PDE following the method of lines approach. We supply two FORTRAN subroutines, CWRESU and CWRESX, which compute the residuals of the differential algebraic equations (DAE) system obtained from semidiscretizing, respectively, the PDE and the set of moving-grid equations. These routines are combined in an enveloping routine SKMRES, which delivers the residuals of the complete DAE system. To solve this stiff, nonlinear DAE system, a robust and efficient time-integrator must be applied, for example, a BDF method such as implemented in the DAE solvers SPRINT [Berzins and Furzeland 1985; 1986; Berzins et al. 1989] and DASSL [Brenan et al. 1989; Petzold 1983]. Some numerical examples are shown to illustrate the simple and effective use of this software interface.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS

Additional Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS

General Terms:
Algorithms, Performance, Reliability

Keywords:
Lagrangian methods, mathematical software, method of lines, moving grids, partial differential equations, time-dependent problems